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On forecasting cointegrated seasonal time series

Löf, Mårten - In: On seasonality and cointegration, (pp. 47-69). 2001

Persistent link: https://www.econbiz.de/10001597304

Maximum likelihood estimation of the multivariate fractional cointegration model

Lyhagen, Johan - 1998

Persistent link: https://www.econbiz.de/10000984648

The seasonal KPSS statistic

Lyhagen, Johan - 2000

Persistent link: https://www.econbiz.de/10001445267

The Riksbank's new indicator procedures

Andersson, Michael K.; Löf, Mårten - In: Sveriges Riksbank economic review (2007) 1, pp. 76-95

Persistent link: https://www.econbiz.de/10003443318

On forecasting cointegrated seasonal time series

Löf, Mårten; Franses, Philip Hans - In: International journal of forecasting 17 (2001) 4, pp. 607-621

Persistent link: https://www.econbiz.de/10001637765

On forecasting cointegrated seasonal time series

Löf, Mårten; Franses, Philip Hans - 2000

Persistent link: https://www.econbiz.de/10001445273

Income Inequality between Chinese Regions: Newfound Harmony or Continued Discord?

Lyhagen, Johan; Rickne, Johanna - 2011

This paper develops an improved test of economic convergence or divergence using time series methods. The usefulness of the method is illustrated in an analysis of the growth pattern between Chinese regions in 1952-2007. Comparing all combinations of regional pairs, the analysis yields support...

Persistent link: https://www.econbiz.de/10010320266

Beating the VAR : improving Swedish GDP forecasts using error and intercept corrections

Lyhagen, Johan; Ekberg, Stefan; Eidestedt, Richard - In: Journal of forecasting 34 (2015) 5, pp. 354-363

Persistent link: https://www.econbiz.de/10011318328

Income inequality between Chinese regions : newfound harmony or continued discord?

Lyhagen, Johan; Rickne, Johanna - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 93-110

Persistent link: https://www.econbiz.de/10010379983

A simple linear time series model with misleading nonlinear properties

Andersson, Michael K.; Eklund, Bruno; Lyhagen, Johan - In: Economics letters 65 (1999) 3, pp. 281-284

Persistent link: https://www.econbiz.de/10001422782